Open MaxGhenis opened 5 years ago
Hi @MaxGhenis, yep we have discussed this before. A couple of lectures do set seeds where results vary a lot. I'm not entirely convinced though that we should add them to all lectures - I think slight discrepancies in results. should emphasise to readers that there is a stochastic element. @jstac may have an opinion.
One source of significant difference in output is via a Markov Chain(for instance the solution the exercise 1).
This can be fixed where the qe markov function has the variable random_state
. Setting random_state=seed
will make output consistant.
@Harveyt47 I can't remember. Have you submitted a PR for this. I know you were looking into the seed issue.
I haven't for the markov chain one but I will. I was working on wealth dynamics as well and got an understanding of how seeds worked with numba
. I wasn't completely sure if we were going to set seeds across all lectures
It looks like wealth_dynamics
doesn't have a seed set.
@jstac I recall at some stage we were debating if this complicated the code or not but it looks like most other lectures that are stochastic have set seeds. Perhaps @HumphreyYang could take a look through the lectures.
It looks like
wealth_dynamics
doesn't have a seed set.@jstac I recall at some stage we were debating if this complicated the code or not but it looks like most other lectures that are stochastic have set seeds. Perhaps @HumphreyYang could take a look through the lectures.
Hi @mmcky,
I think for most of part of the lecture, having random samples is not a huge issue for consistency in results, but given the lecture is presented as a static page, setting a seed may benefit people who follow the lecture and implement our code line-by-line themselves. So, I think adding a seed will be a good idea.
Minor suggestion to set the
numpy
random seed in lectures that generate random numbers. This would ensure that users get the same results as those posted on lectures.quantecon.org when they run the notebooks themselves.The
np.random
module is currently used in 56 scripts: https://github.com/QuantEcon/lecture-source-py/search?q=np.random&unscoped_q=np.random